| Symbol | USDJPY (US Dollar vs Japanese Yen) |
| Period | 15 Minutes (M15) 2003.12.31 00:00 - 2006.12.31 00:00 (2004.12.31 - 2006.12.31) |
| Model | Every tick (based on all available least timeframes with fractal interpolation of every tick) |
| Parameters | TP_ratio=3.5; SL_ratio=3.1; _trailing_stop_available=true;
TS_ratio=0.8; _move_to_break_even=true;
_BE_profit_in_pips=10; BE_ratio=0.7; _compromise_TP=true;
_C_TP_profit_in_pips=5; Comp_TP_ratio=0.4; _move_to_mid_TP=true;
mid_TP_ratio=0.82; mid_TP_target=0.5; _move_to_mid_SL=false;
mid_SL_ratio=0.93; mid_SL_target=0.61; _neg_TS_available=false;
neg_TS_ratio=0.9; account_risk_control=true;
Value_At_Risk=0; user_lot_size=1; price_deviation=-21; _price_flexibility=6; _server_time=1; _time_shift=-1; opt_active_time=4; counter_trade=false;
counter_TP_adj=1.45; counter_SL_adj=1.5; counter_price_dev=-25; normal_trade=true;
cci_check=52; cci_period=5; _box_length=21; _max_open_trades=10; _trades_allowed=true;
_close_at_the_end_of_day=false;
no_risk_balance=0; enter_high_risk=true;
|
|
| Bars in test | 200278 | Ticks modelled | 5772284 | Modelling quality | 90.00% |
|
| Initial deposit | 10000.00 | | | | |
| Total net profit | 53247.39 | Gross profit | 128390.19 | Gross loss | -75142.80 |
| Profit factor | 1.71 | Expected payoff | 190.85 | | |
| Absolute drawdown | 1045.45 | Maximal drawdown | 14523.67 (28.71%) | Relative drawdown | 28.71% (14523.67) |
|
| Total trades | 279 | Short positions (won %) | 110 (50.00%) | Long positions (won %) | 169 (78.70%) |
| Profit trades (% of total) | 188 (67.38%) | Loss trades (% of total) | 91 (32.62%) |
| Largest | profit trade | 4262.02 | loss trade | -2887.03 |
| Average | profit trade | 682.93 | loss trade | -825.75 |
| Maximum | consecutive wins (profit in money) | 18 (9583.63) | consecutive losses (loss in money) | 4 (-4611.01) |
| Maximal | consecutive profit (count of wins) | 9583.63 (18) | consecutive loss (count of losses) | -4611.01 (4) |
| Average | consecutive wins | 3 | consecutive losses | 1 |